Comments (5)
hhhh,书上是这么实现的,肯定有更优雅的解决代码and第三方包
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这就是网格搜索啊。p和q本质上是超参数。
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@wizardforcel P, Q是由自相关和偏相关系数直接决定的。不需这样搜索。写书的人也是一知半解。这种书不看也罢。
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@wxjeacen P 和 Q 并没有解析解,它们是使自相关和偏相关系数最优的值,等于说还是搜索问题。
网格搜索从结果上来看等价于自相关和偏相关系数的最优化。与之相比,心智负担更小,但开销可能更大。
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@wizardforcel 你真的懂自相关和偏相关系数吗?我还第一次听说这两个系数有最优值。
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